Peter C. Young is Director of the Centre for Research on Environmental Systems and Statistics at the University of Lancaster. From 1975 t o 1981 he was Professorial Fellow at the Australian National University and between 1970 and 1975, he was University Lecturer in Control and Systems, and Fellow of Clare Hall University of Cambridge. His research interests include the recursive estimation, forecasting and control of non-stationary dynamic systems, with applications in areas ranging from ecology through engineering to economics.
Time-variable parameter and trend estimation in non-stationary economic time series
Version of Record online: 6 NOV 2006
Copyright © 1994 John Wiley & Sons, Ltd.
Journal of Forecasting
Special Issue: Special Issue on Times Series Advances in Economic Forecasting
Volume 13, Issue 2, pages 179–210, March 1994
How to Cite
Young, P. C. (1994), Time-variable parameter and trend estimation in non-stationary economic time series. J. Forecast., 13: 179–210. doi: 10.1002/for.3980130210
- Issue online: 6 NOV 2006
- Version of Record online: 6 NOV 2006
- Manuscript Revised: JUN 1993
- Manuscript Received: NOV 1991
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